Change all linked objects?
Duplicate linked (alt d, or &quot;duplicate objects&quot; operation with &quot;linked&quot; enabled in operator panel)  should work.  I can't say why it's not working for you, not without a file and procedures to follow that don't do what you expect.
However, there is something else that you can do, which is to simply change the geometry that an object refers to.  If you select an object and look at properties/object data, the very first thing on the tab is a drop-down that specifies which geometry is used for the object.  You can assign any (mesh) object any geometry datablock that exists in your scene.  At that point, the geometry is linked:

There's no master object for linked meshes; editing any of them should edit all of them.  Note that some things, like shapekey values, are still per-object, so you can edit a shapekey for the linked mesh data and then choose to use it or not on a per-object basis-- perhaps this is what was giving you trouble?  Editing a shapekey?
Linking modifiers isn't the same thing as linking mesh data.  It's basically a &quot;copy modifiers&quot; operation, and future changes made to one won't affect the others.